-80.4%
LYFT vs FANG
+158.7%
-239.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -8.4% | +2.9% | -11.3% | -9.3% |
| 30D | -7.6% | +2.6% | -10.2% | -8.6% |
| 3M | +11.7% | +7.6% | +4.2% | +7.8% |
| 6M | +15.1% | +17.3% | -2.2% | +6.7% |
| YTD | -20.9% | +38.7% | -59.6% | -31.5% |
| 1Y | -16.4% | +51.6% | -68.0% | -30.1% |
| 3Y | +35.2% | +50.0% | -14.7% | +10.7% |
| 5Y | -69.4% | +237.6% | -306.9% | -83.5% |
| All | -80.4% | +158.7% | -239.1% | -93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FANG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling